Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
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Publication:1023311
DOI10.1016/j.cam.2008.10.013zbMath1168.65007OpenAlexW2019056442MaRDI QIDQ1023311
Publication date: 11 June 2009
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2008.10.013
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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